What was the point of it all? When was anyone ever there? Was this the Two Romans story?

Yes, that was during the on location shoot in Mexico. Although Stefano, Lawrence and a few others didn't actually go on location. They shot their "Mexico" scenes at the Burbank studio. It's when they sent Bo, Carly, Marlena, Isabella, Roman I (real Roman) and Roman II (John) to Mexico. The fall of 1991.